Limit Theorems for a Generalized Feller Game

DOI10.1239/JAP/1363784424zbMath1274.60070OpenAlexW1990008603MaRDI QIDQ4918562

Keisuke Matsumoto, Toshio Nakata

Publication date: 25 April 2013

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1363784424

zbMATH Keywords

law of large numbersstable lawsextremessimple symmetric random walkFeller game

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (14)

Some limit theorems for weighted negative quadrant dependent random variables with infinite mean ⋮ Unnamed Item ⋮ Limit theorems for dependent random variables with infinite means ⋮ A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables ⋮ Weak laws of large numbers for weighted independent random variables with infinite mean ⋮ The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences ⋮ On the weak laws of large numbers for weighted sums of dependent identically distributed random vectors in Hilbert spaces ⋮ Unnamed Item ⋮ Large deviations for super-heavy tailed random walks ⋮ On exact laws of large numbers for Oppenheim expansions with infinite mean ⋮ Laws of large numbers with infinite mean ⋮ Limit distributions of generalized St. Petersburg games ⋮ Limit theorems for nonnegative independent random variables with truncation ⋮ The laws of large numbers for Pareto-type random variables with infinite means

Cites Work

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• Large deviations view points for heavy-tailed random walks
• An extension of the Kolmogorov-Feller weak law of large numbers with an application to the St. Petersburg game
• Generalized one-sided laws of the iterated logarithm for random variables barely with or without finite mean
• Large gains in the St. Petersburg game
• A limit theorem which clarifies the ‘Petersburg Paradox'
• Relative stability and the strong law of large numbers
• Markov Chains
• Probability: A Graduate Course
• Limit Theorems for a Generalized ST Petersburg Game
• Probability

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